CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 12-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2008 |
12-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.2868 |
1.2511 |
-0.0357 |
-2.8% |
1.2800 |
| High |
1.2895 |
1.2560 |
-0.0335 |
-2.6% |
1.3090 |
| Low |
1.2719 |
1.2450 |
-0.0269 |
-2.1% |
1.2580 |
| Close |
1.2740 |
1.2489 |
-0.0251 |
-2.0% |
1.2729 |
| Range |
0.0176 |
0.0110 |
-0.0066 |
-37.5% |
0.0510 |
| ATR |
0.0226 |
0.0231 |
0.0005 |
2.0% |
0.0000 |
| Volume |
151,762 |
165,525 |
13,763 |
9.1% |
1,090,381 |
|
| Daily Pivots for day following 12-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2830 |
1.2769 |
1.2550 |
|
| R3 |
1.2720 |
1.2659 |
1.2519 |
|
| R2 |
1.2610 |
1.2610 |
1.2509 |
|
| R1 |
1.2549 |
1.2549 |
1.2499 |
1.2525 |
| PP |
1.2500 |
1.2500 |
1.2500 |
1.2487 |
| S1 |
1.2439 |
1.2439 |
1.2479 |
1.2415 |
| S2 |
1.2390 |
1.2390 |
1.2469 |
|
| S3 |
1.2280 |
1.2329 |
1.2459 |
|
| S4 |
1.2170 |
1.2219 |
1.2429 |
|
|
| Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4330 |
1.4039 |
1.3010 |
|
| R3 |
1.3820 |
1.3529 |
1.2869 |
|
| R2 |
1.3310 |
1.3310 |
1.2823 |
|
| R1 |
1.3019 |
1.3019 |
1.2776 |
1.2910 |
| PP |
1.2800 |
1.2800 |
1.2800 |
1.2745 |
| S1 |
1.2509 |
1.2509 |
1.2682 |
1.2400 |
| S2 |
1.2290 |
1.2290 |
1.2636 |
|
| S3 |
1.1780 |
1.1999 |
1.2589 |
|
| S4 |
1.1270 |
1.1489 |
1.2449 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3090 |
1.2450 |
0.0640 |
5.1% |
0.0160 |
1.3% |
6% |
False |
True |
197,744 |
| 10 |
1.3090 |
1.2450 |
0.0640 |
5.1% |
0.0188 |
1.5% |
6% |
False |
True |
212,135 |
| 20 |
1.3640 |
1.2395 |
0.1245 |
10.0% |
0.0166 |
1.3% |
8% |
False |
False |
201,034 |
| 40 |
1.4790 |
1.2395 |
0.2395 |
19.2% |
0.0169 |
1.4% |
4% |
False |
False |
206,035 |
| 60 |
1.4805 |
1.2395 |
0.2410 |
19.3% |
0.0147 |
1.2% |
4% |
False |
False |
149,684 |
| 80 |
1.5780 |
1.2395 |
0.3385 |
27.1% |
0.0125 |
1.0% |
3% |
False |
False |
112,423 |
| 100 |
1.5860 |
1.2395 |
0.3465 |
27.7% |
0.0107 |
0.9% |
3% |
False |
False |
90,020 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3028 |
|
2.618 |
1.2848 |
|
1.618 |
1.2738 |
|
1.000 |
1.2670 |
|
0.618 |
1.2628 |
|
HIGH |
1.2560 |
|
0.618 |
1.2518 |
|
0.500 |
1.2505 |
|
0.382 |
1.2492 |
|
LOW |
1.2450 |
|
0.618 |
1.2382 |
|
1.000 |
1.2340 |
|
1.618 |
1.2272 |
|
2.618 |
1.2162 |
|
4.250 |
1.1983 |
|
|
| Fisher Pivots for day following 12-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.2505 |
1.2673 |
| PP |
1.2500 |
1.2611 |
| S1 |
1.2494 |
1.2550 |
|